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S&P 500: Flat Finish To A Low-Volatility Session

Published 02/12/2015, 01:06 AM

The S&P 500 spent the morning yesterday in a relatively narrow range with Tuesday's closing price as a glass ceiling. It began selling off to its -0.51% intra-day low during the lunch hour and then slowly chugged to its 0.24% intra-day high in the final hour.

But the gain didn't hold, and the index ended flat to two decimal places. As for that intra-day range of 0.75%, it's the third smallest of the 28 sessions so far this year.

The yield on the 10-Year note closed at 2.00%, down one bp from Tuesday's close.

Here is a 15-minute chart of the last five sessions

SPX: 15 Minute Chart of the last 5 sessions

Here is a daily chart of the index, which hold a fractional 0.47% year-to-date gain. Trading volume was unexceptional.

SPX Daily Chart

A Perspective on Drawdowns

Here's a snapshot of sell-offs since the 2009 trough. The S&P 500 is 1.05% off its record close on December 29th.

S&P 500 Percent off High Since March 9, 2009

For a longer-term perspective, here is a pair of charts based on daily closes starting with the all-time high prior to the Great Recession.

S&P 500 Index: Daily Closes from 10/9/2007-Present

S&P 500 Index: Daily closes from 10/9/2007-Present

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